RNG Options History — February 2025

In February 2025, RNG traded between $28.12 and $35.03. ATM implied volatility averaged 57.3%, placing in the 58.1% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 22.4% (HV 20d: 34.9%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.58.

Notable Days

  • 2025-02-20: Highest Volume — 6,167 contracts
  • 2025-02-21: Largest IV drop — 34.1% change
  • 2025-02-13: Highest IV Rank — 69.2%
  • 2025-02-20: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.26$28.12$35.03$34.13$28.12
Max Pain$33.42$30.00$35.00$35.00$30.00
ATM IV57.3%42.5%64.8%63.0%43.4%
Expected Move15.9%12.2%18.7%15.6%12.8%
HV 20d34.9%27.5%42.8%39.6%37.0%
HV 60d44.0%42.7%46.3%45.6%43.1%
IV Rank58.1%27.2%69.2%65.7%40.1%
IV Percentile77.6%41.7%98.8%88.1%46.0%
Term Structure-2.4%-4.9%0.9%-3.7%0.9%
VWIV55.9%42.8%66.1%63.7%42.8%
Skew 25d3.0%-0.0%6.7%4.4%1.8%
Skew 10d2.6%-14.0%29.4%10.1%19.8%
Call IV 25d56.8%43.8%66.1%60.8%44.4%
Put IV 25d59.7%44.8%67.8%65.2%46.2%
Bid-Ask Spread %52.1221.6078.7478.7450.65
Gamma HHI0.140.090.240.140.24
Net GEX115.2K-225.8K303.2K152.9K-225.8K
Net DEX-5.0M-10.3M3.5M-6.8M780.3K
Net VEX-100.5K-113.2K-83.9K-107.0K-83.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.131.770.441.66
Total Volume1,487.263866,1671891,180
Total OI20,053.21116,06727,74016,06722,876

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$34.13$35.0063.0%15.6%39.6%65.7%63.7%4.4%-3.7%152.9K-6.8M-107.0K0.4478.74N/AN/A131588,6267,441
2025-02-04$34.45$35.0064.0%18.1%39.6%67.6%61.1%5.6%-3.2%172.9K-7.4M-105.1K0.6677.39N/AN/A2261508,7007,465
2025-02-05$34.74$35.0062.1%16.3%37.4%63.8%57.2%4.4%-2.5%198.0K-7.9M-105.7K0.1370.13N/AN/A7831038,8757,535
2025-02-06$34.60$35.0063.3%16.5%27.6%66.2%57.5%3.4%-3.7%234.8K-8.7M-107.1K0.4552.79N/AN/A1,5957119,5417,600
2025-02-07$33.98$35.0063.6%16.8%28.4%66.9%58.4%0.6%-4.9%162.0K-7.3M-107.5K0.3154.56N/AN/A50715510,4638,221
2025-02-10$35.01$35.0063.4%17.2%28.3%66.5%59.9%4.0%-2.5%252.1K-9.7M-109.7K0.1844.71N/AN/A74213410,1578,230
2025-02-11$34.34$35.0063.2%17.2%28.4%66.0%59.4%3.1%-2.6%236.6K-8.8M-112.9K0.4145.16N/AN/A612510,8018,249
2025-02-12$34.93$35.0063.5%17.4%28.4%66.7%60.7%5.5%-3.0%282.1K-10.0M-113.2K0.2721.60N/AN/A1504010,8378,269
2025-02-13$35.03$35.0064.8%17.6%27.5%69.2%60.4%6.7%-4.0%303.2K-10.3M-112.7K0.3152.65N/AN/A1905910,9328,300
2025-02-14$33.50$35.0062.6%17.3%32.2%64.9%61.5%3.1%-3.4%191.5K-7.1M-108.7K0.2656.28N/AN/A82721311,0428,346
2025-02-18$33.58$35.0063.9%18.2%32.0%67.5%65.1%3.5%-3.3%261.0K-7.8M-106.2K1.7762.92N/AN/A5971,05811,0988,093
2025-02-19$31.86$35.0064.0%18.3%36.4%67.5%64.8%1.4%-4.0%148.7K-3.9M-101.7K0.5053.00N/AN/A2,2621,13711,5398,876
2025-02-20$30.77$35.0064.5%18.7%37.9%68.6%66.1%1.4%-4.0%136.9K-2.4M-97.6K0.5861.88N/AN/A3,8912,27613,2229,362
2025-02-21$28.91$30.0042.5%12.2%42.8%27.2%44.4%-0.0%0.2%-222.2K3.5M-85.6K0.5454.44N/AN/A3,2301,73916,59911,141
2025-02-24$28.93$30.0043.5%12.4%42.4%40.4%42.9%1.6%-0.8%-5.0K-402.8K-85.6K1.1439.49N/AN/A8921,02112,5938,734
2025-02-25$28.78$30.0044.4%13.0%42.0%42.9%45.4%1.6%-0.8%-21.1K-181.1K-87.1K0.2742.46N/AN/A59515812,9519,160
2025-02-26$28.61$30.0043.6%12.9%37.4%40.8%45.0%1.7%-0.1%-24.7K-95.7K-86.0K0.4037.69N/AN/A57823413,2069,147
2025-02-27$28.59$30.0045.3%13.3%37.1%45.3%45.5%3.1%-0.7%-44.9K-143.7K-87.0K0.7733.74N/AN/A31024013,5029,282
2025-02-28$28.12$30.0043.4%12.8%37.0%40.1%42.8%1.8%0.9%-225.8K780.3K-83.9K1.6650.65N/AN/A44373713,5679,309